ON ESTIMATION IN THE MULTIPLICATIVE INTENSITY MODEL VIA
HISTOGRAM SIEVE
Roman Różański
Adam Zagdański
Abstract: In the paper we consider the problem of estimating stochastic intensity of a point
process from multiplicative intensity model using the method of sieves of Grenander [6].
Basic properties of the histogram sieve estimator including consistency and asymptotic
normality are proved. Our approach extends results obtained in Leśkow and Różański [13].
1991 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: Point processes, multiphcative intensity model, sieve method of
estimation, histogram maximum likelihood estimator.